Research | Funded Projects
Research Funded Projects
"EXTENDING SEMI-PARAMETRIC METHODS FOR THE JOINT ESTIMATION OF VAR AND ES VIA ASIMMETRIC LAPLACE DISTRIBUTION TO THE REGIME SWITCHING AND MIXED-FREQUENCY MODELS".
Department | Dipartimento di Scienze Economiche e Statistiche/DISES | |
Principal Investigator | CANDILA VINCENZO | |
Funding | University funds | |
Funders | Università degli Studi di SALERNO | |
Cost | 1.549,37 euro | |
Project duration | 5 April 2022 - 4 April 2024 | |
Research Team | CANDILA VINCENZO (Project Coordinator) |